Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 1.47% | 0.65 CHF | 0.66 CHF | 80,000 | 25,000 | 80,000 | 25,000 | 54,227 CHF | 17,196 CHF | 97.09% | 97.09% |
12/07/2024 | 2.11% | 0.76 CHF | 0.78 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 9,355 CHF | 9,554 CHF | 93.60% | 93.60% |
11/07/2024 | 1.13% | 0.89 CHF | 0.90 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 53,035 CHF | 22,348 CHF | 89.96% | 89.96% |
10/07/2024 | 1.14% | 0.85 CHF | 0.86 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 52,526 CHF | 22,136 CHF | 94.79% | 94.79% |
09/07/2024 | 1.10% | 0.89 CHF | 0.90 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 54,177 CHF | 22,824 CHF | 100.00% | 100.00% |
08/07/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 60,000 | 25,000 | 60,000 | 25,000 | 51,719 CHF | 21,800 CHF | 100.00% | 100.00% |
05/07/2024 | 1.20% | 0.84 CHF | 0.85 CHF | 60,000 | 25,000 | 65,063 | 24,880 | 54,248 CHF | 21,003 CHF | 98.87% | 98.87% |
04/07/2024 | 1.26% | 0.81 CHF | 0.82 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 55,418 CHF | 20,042 CHF | 100.00% | 100.00% |
03/07/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 53,896 CHF | 19,499 CHF | 99.73% | 99.73% |
02/07/2024 | 1.31% | 0.77 CHF | 0.78 CHF | 70,000 | 25,000 | 70,000 | 25,000 | 53,250 CHF | 19,268 CHF | 100.00% | 100.00% |